+1,583.6%
SHEL vs BWA
+3,492.4%
-1,908.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.2% |
| 7D | +2.2% | +5.7% | -3.4% | +0.5% |
| 30D | +6.8% | +1.4% | +5.4% | +6.1% |
| 3M | +8.1% | -12.1% | +20.2% | +11.7% |
| 6M | +14.4% | +28.6% | -14.2% | +4.2% |
| YTD | +30.0% | +51.1% | -21.1% | +11.5% |
| 1Y | +33.3% | +55.9% | -22.5% | +12.8% |
| 3Y | +66.4% | +70.1% | -3.7% | +33.2% |
| 5Y | +178.6% | +90.7% | +87.9% | +110.1% |
| 10Y | +198.4% | +154.0% | +44.4% | +98.9% |
| All | +1,583.6% | +3,492.4% | -1,908.8% | +492.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BWA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling